public IBar GetDayBar(int d)
{
IBar rv = bd.GetMinuteBar(0, 390, 0);
return(rv);
return(Container.dict[Container.screenDate][Container.screenSymbol]);
if (Container.dbk == null)
{
Container.dbk = Container.dict.Keys.ToArray();
Array.Sort(Container.dbk);
}
int ind = Array.BinarySearch(Container.dbk, Container.screenDate);
if (ind >= d)
{
ind -= d;
}
else
{
Container.uf = true;
return(GetZeroBar());
}
Dictionary <string, IBar> sb = Container.dict[Container.dbk[ind]];
//File.AppendAllText(@"c:\src\diag.txt", $"open={sb["SPY"].Open} close={sb["SPY"].Close}");
return(sb[Container.screenSymbol]);
}
// private void ProcessTradeExit(List<string> results, BarDay barday, ref bool inPosition, double exitLimitPrice, double enterExecPrice, ref double exitExecPrice, int stopTime)
private void ProcessTradeExit(List <string> results, IBarDay barday) //, ref bool inPosition, double exitLimitPrice, double enterExecPrice, ref double exitExecPrice, int stopTime)
{
IBar b = bd.GetMinuteBar(i, 1, 0);
//File.AppendAllText(@"c:\src\diag.txt", $"profitExit={profitExit} tif={tif} exitLimitPrice{exitLimitPrice}\r\n");
if (b != null)
{
if (b.Open > exitLimitPrice)
{
DateTime barTime = barday.Date.AddHours(9.5).AddMinutes(i);
exitExecPrice = exitLimitPrice;
double pandl = exitExecPrice - enterExecPrice;
Container.testResult.NumTrades++;
Container.testResult.PandL += pandl;
//testResults.Add(testResult);
string str = $"{bd.Symbol} exit:{barTime.ToString("MM-dd-yy HH:mm:ss")} {i} {b.ToString()} exitExecPrice={exitExecPrice} p&l={(exitExecPrice - enterExecPrice).ToString("0.00")}";
results.Add(str);
results.AddRange(Container.messages);
inPosition = false;
}
else if (i >= stopTime || (i >= CloseAll && inPositionDays >= maxOvernights))
{
//File.AppendAllText(@"c:\src\diag.txt", $"profitExit={profitExit} tif={tif} exitLimitPrice{exitLimitPrice} \r\n");
DateTime barTime = barday.Date.AddHours(9.5).AddMinutes(i);
exitExecPrice = b.Open;
double pandl = exitExecPrice - enterExecPrice;
Container.testResult.NumTrades++;
Container.testResult.PandL += pandl;
//testResults.Add(testResult);
string str = $"{bd.Symbol} Stop Exit:{barTime.ToString("MM-dd-yy HH:mm:ss")} {i} {b.ToString()} exitExecPrice={exitExecPrice} p&l={(exitExecPrice - enterExecPrice).ToString("0.00")}";
results.Add(str);
results.AddRange(Container.messages);
inPosition = false;
}
}
}